| First, I recommend taking a look at your diet. All the work you do in the gym will be worthless without a lifestyle change in your diet.
Second, if you have never lifted or worked out much before, I suggest starting slow. If you lift, use light weights and work on your form. It is better to do light weight with good form than heavy weight with bad form. It may be beneficial for you to ask a trainer for help for a few times.
Third, I think you need to learn what exercises work what muscle groups, understand the difference between isolation and compound movements, and realize what your limitations are in terms of types of movements.
Fourth, you need to tell us why you are going to the gym...to lose fat, gain muscle, etc? | 
